+14,014.6%
EBAY vs STLD
+12,644.0%
+1,370.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -2.1% | +3.1% | -5.2% | -2.9% |
| 30D | -6.7% | -9.0% | +2.3% | -4.7% |
| 3M | -5.0% | -12.4% | +7.4% | -2.4% |
| 6M | +14.6% | +25.5% | -10.9% | +6.5% |
| YTD | +19.8% | +43.6% | -23.8% | +6.8% |
| 1Y | +12.6% | +87.2% | -74.6% | -6.8% |
| 3Y | +141.0% | +135.2% | +5.7% | +81.8% |
| 5Y | +47.5% | +290.9% | -243.3% | -6.2% |
| 10Y | +263.3% | +1,113.5% | -850.2% | +51.5% |
| All | +14,014.6% | +12,644.0% | +1,370.6% | +1,603.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling